+294.7%
C vs HL
+254.2%
+40.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +1.9% | +18.8% | -16.9% | -0.3% |
| 3M | +2.8% | +43.7% | -40.9% | -1.8% |
| 6M | +30.6% | -1.0% | +31.6% | +29.3% |
| YTD | +19.9% | +8.7% | +11.2% | +16.4% |
| 1Y | +44.6% | +105.0% | -60.4% | +29.6% |
| 3Y | +272.1% | +427.3% | -155.1% | +188.8% |
| 5Y | +132.0% | +249.3% | -117.3% | +83.0% |
| 10Y | +294.7% | +284.2% | +10.5% | +158.7% |
| All | +294.7% | +254.2% | +40.5% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling